First I have to ask, who changed the oxygen sensor on your 1996 Volkswagen
Jetta? Who ever changed it had to reset your Jetta's computer to turn off
the check engine light. BTW... Turning off the light can be done by
disconnecting and re-connecting the battery, but this WILL erase the
computers "emissions monitors (also known as readiness flags) stored in your
Volkswagen Jetta's ECU (engine control unit). Your VW is equipped with the
OBDII emissions computer system which requires certain emission monitors to
be set or complete, prior to passing the smog test. When you disconnect and
reconnect your Jetta's battery in an effort to clear codes and turn off the
check engine light, you may be successful, but you will also delete the
emission monitors. You will need to have your VW's emission monitors reset
by driving it for at least two weeks. In this two weeks the your
Volkswagen's computer will perform various emission tests and set readiness
flags, assuming all tests pass.
Basically what it comes down to is, what every repairs were made were either
necessary and a new trouble code has appeared which turned on the check
engine light again, or the initial diagnose and repair was in correct. We'd
recommend contacting the repair shop who fixed the oxygen sensor problem.